{{Quickfixn}} Need help: Getting Tag Appears More than once Error
Grant Birchmeier
gbirchmeier at connamara.com
Thu Aug 16 07:38:16 PDT 2012
Hi, Neeraj, it's been a long time!
I've been looking at this for a little while this morning, and
unfortunately I don't see an obvious problem. Your DD looks right, the "W"
message seems correctly-formed... I don't see anything wrong with the way
you did your custom field. I'm not sure.
At this point, all I can think to do is create a QF/n unit test and see if
I can duplicate your rejection. I don't have time to do that now, but
maybe later,
In the meantime, if anyone wants to take a second look, here's the rejected
message in an easier-to-read format with the fields marked:
20120815-08:45:23.737 :
8=FIXT.1.1
9=283
35=W
34=2
49=FIXSERVER_1
52=20120815-08:45:26.745
56=NEERAJ
262=CS.D.AUDUSD.CFD.IP_1
268=2 NoMDEntries
269=0 MDEntryType
270=1.0468 MDEntryPx
271=10000 MDEntrySize
273=09:45:24.000 MDEntryTime
117=800dc4d0-1749-4122-a0e2-d8a2fdc145f4~70 QuoteID
278=125 MDEntryID
269=1
270=1.04688
271=10000
273=09:45:24.000
117=d06f72bf-51af-4548-961e-b7902f306eca~70
278=126
10=229
On Thu, Aug 16, 2012 at 4:06 AM, neeraj kaushik <neeraj.kaushik at live.in>
wrote:
>
> Hi,
>
>
>
> I am working on creating FIX client to connect with FIX server on broker
side. I am using QuickFix/n libarary and working on FIX5.0 sp2. I am
successfully able to login to broker side but getting problem while sending
marketdatarequest. Marketdatarequest sends successfully and quickfix engine
is getting marketdatasnapshot and marketdataincrement-refresh messages but
engine is failing to parse them correctly and sends reject message(3).
Reject message shows error for Tag appears more than once.
>
>
>
> Broker data-dictionary is customized eg. MarketDataIncrementalRefresh has
field 117 which is not part of standard message. I am also attaching
data-dictionary in this mail.
>
>
>
> Please let me know if I need to debug quickfix code and then do necessary
changes to support messages or am I doing something wrong in setup.
>
>
>
> Code
>
>
>
> var marketDataRequest = new
QuickFix.FIX50.MarketDataRequest();
>
> marketDataRequest.MDReqID = new MDReqID(symbol + "_" +
_subscriptionID);
>
> marketDataRequest.SubscriptionRequestType = new
SubscriptionRequestType('1');//snapshot plus update
>
> marketDataRequest.MarketDepth = new MarketDepth(1);
//if market depth require
>
> marketDataRequest.MDUpdateType = new
MDUpdateType(1);//MDUpdateType_INCREMENTAL_REFRESH
>
>
>
>
>
> var noMdEntryTypes = new
QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup();
>
>
>
> var mdEntryTypeBid = new MDEntryType('0');
>
> noMdEntryTypes.MDEntryType = mdEntryTypeBid;
>
> marketDataRequest.AddGroup(noMdEntryTypes);
>
>
>
> noMdEntryTypes = new
QuickFix.FIX50.MarketDataRequest.NoMDEntryTypesGroup();
>
>
>
> var mdEntryTypeOffer = new MDEntryType('1');
>
>
>
> noMdEntryTypes.MDEntryType = mdEntryTypeOffer;
>
>
>
> marketDataRequest.AddGroup(noMdEntryTypes);
>
>
>
> var relatedSymbol = new
QuickFix.FIX50.MarketDataRequest.NoRelatedSymGroup() { Symbol = new
Symbol(symbol) };
>
> marketDataRequest.AddGroup(relatedSymbol);
>
>
>
> var sym = new NoRelatedSym(1);
>
> marketDataRequest.NoRelatedSym = sym;
>
>
>
>
>
> //Send message
>
> Session.SendToTarget(marketDataRequest, sessionId);
>
>
>
>
>
>
>
>
>
> Logs
>
>
>
> MarketDataRequest FIX String:
{8=FIXT.1.19=9435=V262=AUDUSD.CFD_1263=1264=1265=1267=2269=0269=1146=155=AUDUSD.CFD10=052}
>
>
>
>
>
> 20120815-08:45:13.149 :
8=FIXT.1.19=8435=A34=149=NEERAJ52=20120815-08:45:13.10956=FIXSERVER_198=0108=10141=Y1137=710=081
>
>
>
> · 20120815-08:45:14.416 :
8=FIXT.1.19=8435=A34=149=FIXSERVER_152=20120815-08:45:17.42256=NEERAJ98=0108=10141=Y1137=710=083
>
>
>
> · 20120815-08:45:23.254 :
8=FIXT.1.19=14835=V34=249=NEERAJ52=20120815-08:45:23.25056=FIXSERVER_1262=CS.D.AUDUSD.CFD.IP_1263=1264=1265=1146=155=CS.D.AUDUSD.CFD.IP267=2269=0269=110=246
>
>
>
> · 20120815-08:45:23.737 :
8=FIXT.1.19=28335=W34=249=FIXSERVER_152=20120815-08:45:26.74556=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2269=0270=1.0468271=10000273=09:45:24.000117=800dc4d0-1749-4122-a0e2-d8a2fdc145f4~70278=125269=1270=1.04688271=10000273=09:45:24.000117=d06f72bf-51af-4548-961e-b7902f306eca~70278=12610=229
>
>
>
> · 20120815-08:45:23.787 :
8=FIXT.1.19=11535=334=349=NEERAJ52=20120815-08:45:23.78256=FIXSERVER_145=258=Tag
appears more than once371=269372=W373=1310=236
>
>
>
> · 20120815-08:45:24.766 :
8=FIXT.1.19=29635=X34=349=FIXSERVER_152=20120815-08:45:27.77556=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2279=1269=0278=125270=1.04681271=10000273=09:45:27.000117=074b427a-a363-4a5a-9b9b-47038f0f1934~70279=1269=1278=126270=1.04689271=10000273=09:45:27.000117=6bf0e223-d999-4caa-b34f-cc9ebfe7b696~7010=196
>
>
>
> · 20120815-08:45:24.772 :
8=FIXT.1.19=11535=334=449=NEERAJ52=20120815-08:45:24.76856=FIXSERVER_145=358=Tag
appears more than once371=279372=X373=1310=245
>
> · 20120815-08:45:25.533 :
8=FIXT.1.19=29535=X34=449=FIXSERVER_152=20120815-08:45:28.54256=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2279=1269=0278=125270=1.0468271=10000273=09:45:28.000117=4359c510-516d-4e31-89b6-5acd0c8dc808~70279=1269=1278=126270=1.04688271=10000273=09:45:28.000117=0ed04366-69e1-4d28-8ca1-177493df20c3~7010=101
>
> · 20120815-08:45:25.538 :
8=FIXT.1.19=11535=334=549=NEERAJ52=20120815-08:45:25.53556=FIXSERVER_145=458=Tag
appears more than once371=279372=X373=1310=240
>
> · 20120815-08:45:25.793 :
8=FIXT.1.19=29635=X34=549=FIXSERVER_152=20120815-08:45:28.80256=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2279=1269=0278=125270=1.04678271=10000273=09:45:28.000117=aa3e664a-7422-41fe-88f9-7003e0820a41~70279=1269=1278=126270=1.04686271=10000273=09:45:28.000117=0bdf9d78-9d48-4415-bee4-ce9919525283~7010=171
>
> · 20120815-08:45:25.798 :
8=FIXT.1.19=11535=334=649=NEERAJ52=20120815-08:45:25.79556=FIXSERVER_145=558=Tag
appears more than once371=279372=X373=1310=250
>
> · 20120815-08:45:25.827 :
8=FIXT.1.19=29635=X34=649=FIXSERVER_152=20120815-08:45:28.83656=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2279=1269=0278=125270=1.04675271=10000273=09:45:28.000117=00d81401-afe2-46ea-b1e4-71a7fb2c6ae1~70279=1269=1278=126270=1.04683271=10000273=09:45:28.000117=42ce5b31-35ae-4623-a386-b26d879b0294~7010=062
>
> · 20120815-08:45:25.832 :
8=FIXT.1.19=11535=334=749=NEERAJ52=20120815-08:45:25.82956=FIXSERVER_145=658=Tag
appears more than once371=279372=X373=1310=250
>
> · 20120815-08:45:26.193 :
8=FIXT.1.19=29635=X34=749=FIXSERVER_152=20120815-08:45:29.20256=NEERAJ262=CS.D.AUDUSD.CFD.IP_1268=2279=1269=0278=125270=1.04676271=10000273=09:45:29.000117=8823cd17-9b3a-4837-b117-d6578468faa7~70279=1269=1278=126270=1.04684271=10000273=09:45:29.000117=ab733a96-4070-4d03-a2b6-05359dfaee6d~7010=251
>
> · 20120815-08:45:26.199 :
8=FIXT.1.19=11535=334=849=NEERAJ52=20120815-08:45:26.19556=FIXSERVER_145=758=Tag
appears more than once371=279372=X373=1310=249
>
> · 20120815-07:25:38.081 :
8=FIXT.1.19=11535=334=549=NEERAJ52=20120815-07:25:38.07956=FIXSERVER_145=358=Tag
appears more than once371=269372=W373=1310=241
>
>
>
> Config File
>
>
>
> [default]
>
> PersistMessages=Y
>
> DefaultApplVerID=FIX.5.0
>
> TransportDataDictionary=FIXT11.xml
>
> AppDataDictionary=FIX50.xml
>
> ConnectionType=initiator
>
> CheckCompID=Y
>
> CheckLatency=N
>
> SocketKeepAlive=Y
>
> SocketTcpNoDelay=Y
>
> SocketUseSSL=Y
>
> SocketTrafficClass=IPTOS_THROUGHPUT|IPTOS_LOWDELAY
>
> SLF4JLogIncomingMessageCategory=quickfixj.msg.incoming
>
> SLF4JLogOutgoingMessageCategory=quickfixj.msg.outgoing
>
> UseDataDictionary=Y
>
>
>
> [SESSION]
>
> ConnectionType=initiator
>
> FileStorePath=store
>
> FileLogPath=fixlog
>
> BeginString=FIXT.1.1
>
> DefaultApplVerID=FIX.5.0
>
> SenderCompID=ABCCLIENT
>
> TargetCompID=FIXSERVER1
>
> SocketConnectHost=127.0.0.1
>
> SocketConnectPort=122
>
> StartDay=Sunday
>
> EndDay=Friday
>
> StartTime=00:00:00
>
> EndTime=00:00:00
>
> HeartBtInt=10
>
> ReconnectInterval=30
>
> ResetOnLogon=Y
>
> ResetOnLogout=Y
>
> ResetOnDisconnect=Y
>
>
>
>
>
>
>
>
>
>
>
>
>
> Thanks & Regards,
>
> Neeraj
>
> Ph: +91-9717380006
>
> Gtalk: neerajkaushi at gmail.com
>
> Skype: neerajkaushik_123
>
>
>
>
>
>
>
>
> _______________________________________________
> Quickfixn mailing list
> Quickfixn at lists.quickfixn.com
> http://lists.quickfixn.com/listinfo.cgi/quickfixn-quickfixn.com
>
--
Grant Birchmeier
Connamara Systems, LLC
Made-To-Measure Trading Solutions.
Exactly what you need. No more. No less.
http://connamara.com
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